+1,171.8%
DVN vs TAP
+825.0%
+346.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +1.5% | -2.3% | +3.8% | +2.1% |
| 30D | +14.2% | -2.1% | +16.3% | +14.6% |
| 3M | +5.2% | +6.6% | -1.4% | +3.1% |
| 6M | +11.9% | -11.5% | +23.4% | +14.6% |
| YTD | +32.8% | -10.3% | +43.1% | +35.5% |
| 1Y | +38.6% | -14.4% | +53.0% | +42.7% |
| 3Y | +0.5% | -28.3% | +28.8% | +7.2% |
| 5Y | +111.0% | +1.7% | +109.3% | +103.8% |
| 10Y | +56.1% | -49.2% | +105.3% | +72.0% |
| All | +1,171.8% | +825.0% | +346.8% | +952.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling